+1,639.7%
FN vs CNH
+28.6%
+1,611.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.9% | -10.3% | -12.8% |
| 7D | -16.0% | -0.4% | -15.6% | -15.8% |
| 30D | -40.1% | -15.2% | -24.9% | -36.8% |
| 3M | -43.9% | +4.3% | -48.2% | -45.7% |
| 6M | -55.6% | +10.1% | -65.7% | -58.1% |
| YTD | -35.7% | +23.2% | -58.8% | -41.9% |
| 1Y | -39.8% | +8.5% | -48.3% | -43.2% |
| 3Y | +80.3% | +4.1% | +76.2% | +68.3% |
| 5Y | +143.3% | -17.8% | +161.1% | +141.3% |
| 10Y | +682.3% | +113.3% | +569.0% | +465.9% |
| All | +1,639.7% | +28.6% | +1,611.1% | +1,215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling